Dynamic Asset Pricing
Study: Master in Business and Finance (69)
Coordinating teacher: SERRANO JIMENEZ, PEDRO JOSE
Department assigned to the subject: Department of Business Administration
ECTS Credits: 5.0 ECTS
Students are expected to have completed
Competences and skills that will be acquired and learning results.
Description of contents: programme
Learning activities and methodology
- % end-of-term-examination 60
- % of continuous assessment (assigments, laboratory, practicals...) 40
- John H. Cochrane. Asset Pricing (revised edition). Princeton University Press. 2005
- Hamilton, J.D.. Time series analysis. Princeton University Press. 1994
The course syllabus and the academic weekly planning may change due academic events or other reasons.